DEmpirical
Discrete Empirical Random Variable. Randomly selects from the supplied values in the value array according to the supplied CDF array. The CDF array must have valid probability elements and last element equal to 1. Every element must be greater than or equal to the previous element in the CDF array. That is, monotonically increasing.
Parameters
array to select from
the cumulative probability associated with each element of array
the random number stream number, defaults to 0, which means the next stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
an optional name
Constructors
Secondary constructor for the DEmpiricalRV class. This constructor initializes the object using a list of ProbPoint instances, representing the possible values and their associated probabilities, as well as their cumulative probabilities.
Secondary constructor for the DEmpiricalRV class, allowing initialization using a histogram and optional parameters.
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
Provides a copy of the cumulative distribution function (CDF) array associated with the discrete empirical random variable. The CDF represents the cumulative probabilities corresponding to the defined probability points and values of the random variable.
The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained
Represents a list of ProbPoint objects that encapsulates the value, probability, and cumulative probability information for a discrete empirical random variable.
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
Retrieves a copy of the internal array of values associated with the empirical random variable.
Functions
Positions the RNG at the beginning of its next substream
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream, except that it is set to produce antithetic pseudo-random numbers (1-u). That is, its stream is a clone and will produce the antithetic sequence of pseudo-random numbers (i.e. 1-u1, 1-u2, 1-u3,...).
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream. That is, its stream is a clone and will produce the same sequence of pseudo-random numbers (i.e. common random numbers).
An instance of the random variable with the stream provided by the same underlying stream provider
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
Generates the number of columns nCols with each column holding a random sample of size sampleSize
Generates the number of rows nRows with each row holding a random sample of size sampleSize
Fills the supplied matrix with randomly generated values
Fills the supplied array with randomly generated values